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PRMIA Exam II: Mathematical Foundations of Risk Measurement - 2015 Edition Sample Questions:

1. Exploring a regression model for values of the independent variable that have not been observed is most accurately described as...

A) Estimation
B) Hypothesis testing
C) Regression
D) Prediction

2. Which of the following can be used to evaluate a regression model?
(i) Magnitude of R2
(ii) Magnitude of TSS (total sum of squares)
(iii) Tests for statistical significance
(iv) Sign and magnitude of each regression parameter

A) (i), (iii), and (iv)
B) (i) and (iv)
C) (i), (ii), (iii), and (iv)
D) (i), (ii), and (iii)

3. You intend to invest $100 000 for five years. Four different interest payment options are available. Choose the interest option that yields the highest return over the five year period.

A) an annually compounded rate of 4.15%
B) a lump-sum payment of $22 500 on maturity (in five years)
C) a quarterly-compounded rate of 4.1%
D) a continuously-compounded rate of 4%

4. The Newton-Raphson method

A) can be used for continuous but not differentiable functions
B) does provide an error bound along with every iteration
C) is based on finding a middle point between left and right end of the search interval
D) is based on Taylor series and uses the first derivative

5. Stress testing portfolios requires changing the asset volatilities and correlations to extreme values. Which of the following would lead to a non positive definite covariance matrix?

A) Changing all the correlations to be unity
B) Changing the volatilities to be greater than 100%
C) Changing all the correlations to be zero
D) All of the above

Solutions: